domacroeconomicdeterminantsofnonperformingloansvarywiththeincomelevelsofcountries

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	domacroeconomicdeterminantsofnonperformingloansvarywiththeincomelevelsofcountries
	Koju Laxmi 1; Abbas Ghulam 2; Wang Shouyang1
刊名	系统科学与信息学报英文版
	2018
卷号	000 期号:006 页码:512
ISSN号	1478-9906
英文摘要	This paper explores the macroeconomic determinants of non-performing loans(NPL) in 19 Asian countries(low to high income economies) using the Generalized Method of Moments estimation approach based on the economic data for the period between 1998 and 2015. The categorization of the economies is based on the average gross national income per capita as set by the World Bank.Specifically, the paper aims to evaluate if the determinants of NPL vary with the income levels of the countries. The results indicate that the NPL is strongly influenced by the inflation rate. The effect is,however, negative in the high-income and the middle-income countries and positive in the low-income countries. The GDP per capita has a dynamic negative relationship with the NPL in the high-income and the low-income countries. The remittance has a significant positive association in the high-income and a significant negative association in the low-income countries. Similarly, the unemployment rate has a positive effect on NPL in the middle-income and the low-income countries. With the rise in the official exchange rate, the NPL level increases in the low-income countries. The overall estimation results suggest that the NPL in Asian banking system depend on some key macroeconomic variables,such as unemployment rate, inflation rate, official exchange rate, remittance received and gross domestic product per capita, and these associations vary with the income level of the countries. Therefore,economic level of a country should be carefully considered while formulating credit policy to minimize credit risks in the banking system.
语种	英语
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/47186]
专题	系统科学研究所
作者单位	1.中国科学院数学与系统科学研究院 2.中国科学院大学
推荐引用方式 GB/T 7714	Koju Laxmi,Abbas Ghulam,Wang Shouyang. domacroeconomicdeterminantsofnonperformingloansvarywiththeincomelevelsofcountries[J]. 系统科学与信息学报英文版,2018,000(006):512.
APA	Koju Laxmi,Abbas Ghulam,&Wang Shouyang.(2018).domacroeconomicdeterminantsofnonperformingloansvarywiththeincomelevelsofcountries.系统科学与信息学报英文版,000(006),512.
MLA	Koju Laxmi,et al."domacroeconomicdeterminantsofnonperformingloansvarywiththeincomelevelsofcountries".系统科学与信息学报英文版 000.006(2018):512.